相关论文: The nonlinear HSS-like iteration method for absolu…

The self-consistent procedure in electronic structure calculations is revisited using a highly efficient and robust algorithm for solving the non-linear eigenvector problem i.e. H({{\psi}}){\psi} = E{\psi}. This new scheme is derived from a…

The absolute value equations (AVE) problem is an algebraic problem of solving Ax+|x|=b. So far, most of the research focused on methods for solving AVEs, but we address the problem itself by analysing properties of AVE and the corresponding…

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Nonlinear partial differential equations (PDEs) are used to model dynamical processes in a large number of scientific fields, ranging from finance to biology. In many applications standard local models are not sufficient to accurately…

In this paper we introduce a multilevel Picard approximation algorithm for general semilinear parabolic PDEs with gradient-dependent nonlinearities whose coefficient functions do not need to be constant. We also provide a full convergence…

This paper is concerned with the numerical solution for a class of nonlinear weakly singular Volterra integral equation of the first kind. The existence and uniqueness issue of the nonlinear Abel integral equations is studied completely. An…

In this paper, we consider the {\it tensor absolute value equations} (TAVEs), which is a newly introduced problem in the context of multilinear systems. Although the system of TAVEs is an interesting generalization of matrix {\it absolute…

We introduce a new iteration method called Picard-S iteration. We show that the Picard-S iteration method can be used to approximate fixed point of contraction mappings. Also, we show that our new iteration method is equivalent and…

The Petviashvili's iteration method has been known as a rapidly converging numerical algorithm for obtaining fundamental solitary wave solutions of stationary scalar nonlinear wave equations with power-law nonlinearity: \ $-Mu+u^p=0$, where…

We propose a numerical method to approximate the solution of second order elliptic problems in nonvariational form. The method is of Galerkin type using conforming finite elements and applied directly to the nonvariational (nondivergence)…

Relying on the classical connection between Backward Stochastic Differential Equations (BSDEs) and non-linear parabolic partial differential equations (PDEs), we propose a new probabilistic learning scheme for solving high-dimensional…

We introduce a two-level direct solver for the Hierarchical Poincar\'e-Steklov (HPS) method for solving linear elliptic PDEs. HPS combines multidomain spectral collocation with a direct solver, enabling high-order discretizations for highly…

On a domain of the n-dimensional Euclidean space, and for an integer k=1,...,n, the k-Hessian equations are fully nonlinear elliptic equations for k >1 and consist of the Poisson equation for k=1 and the Monge-Ampere equation for k=n. We…

When used to accelerate the convergence of fixed-point iterative methods, such as the Picard method, which is a kind of nonlinear fixed-point iteration, polynomial extrapolation techniques can be very effective. The numerical solution of…

In this paper, we report about recent findings in the numerical solution of Hamiltonian Partial Differential Equations (PDEs), by using energy-conserving line integral methods in the Hamiltonian Boundary Value Methods (HBVMs) class. In…

We revisit the Hierarchical Poincar\'e-Steklov (HPS) method in a preconditioned iterative setting for variable-coefficient Helmholtz problems with impedance boundary conditions. HPS is commonly presented as a direct solver based on nested…

We established a new eighth-order iterative method, consisting of three steps, for solving nonlinear equations. Per iteration the method requires four evaluations (three function evaluations and one evaluation of the first derivative).…

This paper addresses the challenge of solving large-scale nonlinear equations with H\"older continuous Jacobians. We introduce a novel Incremental Gauss--Newton (IGN) method within explicit superlinear convergence rate, which outperforms…

In this paper we introduce a multilevel Picard approximation algorithm for semilinear parabolic partial integro-differential equations (PIDEs). We prove that the numerical approximation scheme converges to the unique viscosity solution of…

High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in…